+61.9%
WM vs TXG
-65.2%
+127.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +3.2% | -1.8% | +5.0% | +3.2% |
| 30D | +13.0% | -20.4% | +33.4% | +13.1% |
| 3M | +9.2% | +0.1% | +9.2% | +8.8% |
| 6M | +13.6% | +176.2% | -162.5% | +10.7% |
| YTD | +12.4% | +256.8% | -244.4% | +8.6% |
| 1Y | +21.2% | +255.9% | -234.7% | +17.0% |
| 3Y | +48.7% | +60.2% | -11.5% | +45.6% |
| All | +61.9% | -65.2% | +127.0% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling